The yields in the table below are calculated using the country-specific high yield corporate bond indices maintained by Siblis Research. The indices consists of USD denominated high yield corporate bonds issued by various countries in emerging markets. YTM is the weighted average yield to maturity of the bonds part of […]

The yields in the table below are calculated using the country-specific high yield corporate bond indices maintained by Siblis Research. The indices consists of euro denominated high yield (sub investment grade) corporate bonds issued by European companies. YTM is the weighted average yield to maturity of the bonds part of […]

The current yield (YTM) of German High Yield Corporate bonds is 2.33% (Oct 31st 2017). The nominal spread between Sub-Investment Grade and Invest. Grade bonds is 1.37%. The data in the table below is calculated using the German corporate bond indices maintained by Siblis Research. For current & historical yields […]

The table below lists the sector weightings of Russell 2000 stock index. Currently, the sector with the largest weight in the index is Financials sector. The smallest is Telecoms that contributes less than 1%. For key historical data of Russell 2000 companies, purchase the Russell 2000 Researcher Dataset by Siblis […]

Siblis Research provides historical share prices of delisted US companies that have been part of S&P 500 or Russell 2000 indexes in the past. The historical prices delisted shares are part of index specific Researcher Datasets. The researcher datasets includes key historical data of the individual index companies, including outstanding […]

The table below lists the historical price-to-book (P/B) ratios by sector, calculated using S&P 500 companies. It’s important to remember that the valuations of different sectors can’t be compared directly with each other using price-to-book ratio. To evaluate whether a sector might be undervalued/overvalued, today’s P/B should be compared against […]

The table below lists the CAPE Ratio and P/E (TTM) for the FTSE 100 and FTSE 250 indices. The current Shiller PE of FTSE 100 is 15.22 (6/30/2017), considerable lower than the corresponding ratio of FSE 250. The trailing twelve months P/E is currently 28.91. For the latest data, provided […]

The table below lists the Free Cash Flow Yields by GICS sector. The yields are calculated using S&P 500 companies. Even though Financials sector seems the be offering clearly the highest FCF Yield, calculating free cash flows for financials companies is tricky and it can be argued that the metric […]

The table below lists the historical dividend yields and annual total returns of FTSE 100, FTSE 250 and FTSE All-Share indices. The current annual yield of the FTSE 100 is 3.84% (6/30/2017), slightly higher than the historical average. The corresponding yield of All-Share index is 3.61% For the latest data, […]

The table below lists the sector specific total returns of S&P 500 index (equal weighted). The total performance includes all dividends and other profit distributions. In December 2016, Energy sector has had the best annual performance, generating annual return of 38.67%. The worst performing sector has been Health Cate companies, […]